+835.5%
AMAT vs TW
+287.8%
+547.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.4% | +11.0% | +11.2% |
| 7D | -1.1% | +3.4% | -4.5% | -2.1% |
| 30D | -26.9% | +15.5% | -42.4% | -30.3% |
| 3M | -31.2% | +25.1% | -56.3% | -36.3% |
| 6M | -14.7% | +18.2% | -32.9% | -21.2% |
| YTD | +44.7% | +19.7% | +25.0% | +31.5% |
| 1Y | +62.0% | +18.1% | +43.8% | +47.8% |
| 3Y | +165.0% | +40.5% | +124.4% | +113.1% |
| 5Y | +147.1% | +37.1% | +110.0% | +94.7% |
| All | +835.5% | +287.8% | +547.8% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling